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Activity Number: 533
Type: Topic Contributed
Date/Time: Thursday, August 2, 2007 : 10:30 AM to 12:20 PM
Sponsor: Section on Nonparametric Statistics
Abstract - #308746
Title: Bandwidth Selection for Weighted Kernel Density Estimation
Author(s): Bin Wang*+
Companies: University of South Alabama
Address: ILB 325 University Blvd, Mobile, AL, 36688,
Keywords: informative censoring ; nonparametric ; bandwidth selection ; weighted kernel density estimate ; missing data
Abstract:

Censoring is common in survival data. For noninformatively censored data, a weighted kernel density estimator can be used to estimate the density of the survival times. However, bandwidth selection could be a problem by reweighting the kernels. In this paper, we proposed to justify the bias cause by noninformative/informative censoring by a weighted kernel method and the bandwidth selection will be discussed. The performance of the new method will be illustrated via Monte Carlo studies.


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Revised September, 2007